-21.9%
CG vs SGI
+51.2%
-73.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +2.3% |
| 7D | -1.2% | +1.0% | -2.2% | -1.8% |
| 30D | +5.0% | +3.9% | +1.1% | +2.7% |
| 3M | -18.2% | -0.8% | -17.4% | -18.2% |
| 6M | -20.7% | -18.0% | -2.8% | -13.3% |
| YTD | -31.4% | -27.6% | -3.8% | -20.5% |
| 1Y | -22.3% | -27.2% | +5.0% | -10.4% |
| 3Y | +50.2% | +76.0% | -25.8% | +5.6% |
| All | -21.9% | +51.2% | -73.1% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling